Pages that link to "Item:Q3103210"

The following pages link to Stochastic mortality under measure changes (Q3103210):

Displaying 38 items.

• Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Longevity risk and capital markets: the 2008-2009 update (Q659193) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
• Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
• Mortality modelling with Lévy processes (Q939382) (← links)
• Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
• Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
• Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Annuity contract valuation under dependent risks (Q2300949) (← links)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
• Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
• Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
• A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
• Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
• Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
• The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees (Q2879031) (← links)
• Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview (Q4558892) (← links)
• A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
• LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
• On the valuation of reverse mortgage insurance (Q4576970) (← links)
• Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
• Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
• WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS (Q5157769) (← links)
• RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
• Survival energy models for mortality prediction and future prospects (Q6174086) (← links)